-34.0%
INTU vs BTDR
+23.8%
-57.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.5% |
| 7D | -7.1% | +20.0% | -27.0% | -7.5% |
| 30D | +1.5% | +11.9% | -10.5% | +1.0% |
| 3M | +10.7% | -36.9% | +47.6% | +12.0% |
| 6M | -23.8% | +56.5% | -80.4% | -26.2% |
| YTD | -49.3% | +10.4% | -59.7% | -50.3% |
| 1Y | -49.7% | +3.1% | -52.7% | -51.1% |
| 3Y | -38.0% | -2.6% | -35.4% | -42.8% |
| 5Y | -38.7% | +25.2% | -63.9% | -44.6% |
| All | -34.0% | +23.8% | -57.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling